The road runs through a ravine once belonging to John Ayd, a German settler who operated a grist mill at a nearby pond in the mid-1860s. By the late 1870s, the Chicago, Milwaukee, St. Paul and Pacific Railroad had bought a right of way and built the “Short Line” through the ravine. While there was talk of building parks in the area even then, it remained exclusively a rail route for decades.
By the early 1960s, the Short Line road was built with the idea of linking I-35E in the south with I-94 to the north. Neighborhood opposition to the completion of I-35E delayed that project, however, and stymied the connection. Between 1965 and 1992, the road carried very little traffic. The city built a ramp connecting Short Line Road to I-35E, but it was unused. In 1993, the city changed the street’s name to Ayd Mill Road.